Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.86% | 95.00 % | 95.80 % | 500,000 | 500,000 | 494,971 | 494,971 | 472,793 EUR | 476,758 EUR | 100.00% | 100.00% |
19/11/2024 | 0.86% | 95.40 % | 96.20 % | 500,000 | 500,000 | 494,961 | 494,961 | 472,066 EUR | 476,031 EUR | 99.84% | 99.84% |
18/11/2024 | 0.85% | 95.90 % | 96.70 % | 500,000 | 500,000 | 494,971 | 494,971 | 474,527 EUR | 478,492 EUR | 100.00% | 100.00% |
15/11/2024 | 0.86% | 95.60 % | 96.40 % | 500,000 | 500,000 | 494,969 | 494,969 | 472,969 EUR | 476,934 EUR | 100.00% | 100.00% |
14/11/2024 | 0.86% | 95.20 % | 96.00 % | 500,000 | 500,000 | 494,925 | 494,925 | 468,638 EUR | 472,603 EUR | 99.10% | 99.10% |
13/11/2024 | 0.87% | 93.50 % | 94.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 464,644 EUR | 468,609 EUR | 100.00% | 100.00% |
12/11/2024 | 0.86% | 94.60 % | 95.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 472,317 EUR | 476,282 EUR | 100.00% | 100.00% |
11/11/2024 | 0.86% | 95.90 % | 96.70 % | 500,000 | 500,000 | 494,971 | 494,971 | 472,548 EUR | 476,513 EUR | 100.00% | 100.00% |
08/11/2024 | 0.85% | 95.50 % | 96.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 474,303 EUR | 478,268 EUR | 100.00% | 100.00% |
07/11/2024 | 0.85% | 96.80 % | 97.60 % | 500,000 | 500,000 | 494,969 | 494,969 | 477,165 EUR | 481,130 EUR | 100.00% | 100.00% |